Lag length selection in panel autoregression

Chirok Han, Peter C.B. Phillips, Donggyu Sul

    Research output: Contribution to journal › Article › peer-review

    25 Citations (Scopus)

    Fingerprint

    Dive into the research topics of 'Lag length selection in panel autoregression'. Together they form a unique fingerprint.

    Keyphrases

    Mathematics

    Economics, Econometrics and Finance

    Social Sciences